The tracking error of an optimized portfolio can be expressed in terms of the ____________ of the portfolio, and thus reveals ____________.

A. return; portfolio performance
B. total risk; portfolio performance
C. beta; portfolio performance
D. beta; benchmark risk
E. relative return; benchmark risk


D. beta; benchmark risk

The tracking error of an optimized portfolio can be expressed in terms of the beta of the portfolio and thus
reveals benchmark risk.

Business

You might also like to view...

One of the reasons your authors created the XL Data Analyst is because practically everyone is familiar with Excel

Indicate whether the statement is true or false

Business

A stream of equal cash payments made at equal time intervals is called a(n) ________.

A) present value B) annuity C) compound interest D) future value

Business

One of the ways Megan determined which day care center to send her children to was visiting different centers and observing the indoor and outdoor play facilities, the cleanliness of the employees' uniforms, and how well infants were segregated from

older children. She was evaluating the day care using ________ qualities before she enrolled her children in the day care. A) operational B) local C) search D) experience E) credence

Business

Filings are required in order to form and operate a limited liability partnership

a. True b. False Indicate whether the statement is true or false

Business